Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.664 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 50827.22 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43445.55 Kr¶

PnL: ---------------------------------------> -257.04 Kr¶

DD now: ---------------------------------> -4.317 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 15:04:48.758396'

Anic Portfolio¶

This Week¶

Return: 0.176 %¶

Total portfolio value¶

Return including deposits: 66.44 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.410000 3600.000000 37.500000 1.050000 3562.500000
Hexagon B 26 -0.340000 3441.100000 29.900000 0.880000 3411.200000
Hexatronic Group 15 4.080000 1093.800000 26.100000 2.440000 1067.700000
Orrön Energy 170 -2.020000 2064.650000 23.800000 1.170000 2040.850000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Sagax B 4 -0.580000 897.200000 14.000000 1.590000 883.200000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
HEXPOL B 8 0.080000 965.600000 10.400000 1.090000 955.200000
Platzer Fastigheter Holding B 12 -0.370000 958.800000 9.600000 1.010000 949.200000
Latour B 4 -2.090000 862.400000 8.400000 0.980000 854.000000
BHG Group 109 -4.870000 1426.810000 7.630000 0.540000 1419.180000
Hennes & Mauritz B 6 -0.420000 916.440000 6.480000 0.710000 909.960000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
SKF B 5 -0.910000 982.500000 4.500000 0.460000 978.000000
ASSA ABLOY B 4 -1.030000 995.200000 4.400000 0.440000 990.800000
Atrium Ljungberg B 5 -0.390000 905.000000 3.500000 0.390000 901.500000
Sandvik 4 -1.190000 848.200000 2.600000 0.310000 845.600000
Biotage 1 -6.910000 146.900000 -0.600000 -0.410000 147.500000
AcadeMedia 20 -1.020000 974.400000 -1.200000 -0.120000 975.600000
Alimak Group 12 -0.360000 1002.000000 -2.400000 -0.240000 1004.400000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
OX2 12 -3.530000 902.400000 -4.200000 -0.460000 906.600000
Gränges 10 3.620000 1031.000000 -5.000000 -0.480000 1036.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
EQT 4 -2.300000 865.200000 -5.600000 -0.640000 870.800000
JM 7 -2.260000 940.100000 -7.700000 -0.810000 947.800000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
Catena 2 -0.950000 794.400000 -9.200000 -1.140000 803.600000
Byggmax Group 33 -2.630000 954.360000 -10.560000 -1.090000 964.920000
Investor B 3 -1.470000 645.150000 -12.850000 -1.950000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
Hoist Finance 36 -1.620000 982.800000 -25.200000 -2.500000 1008.000000
VEF 788 -2.730000 1851.800000 -45.700000 -2.410000 1897.504000
Sedana Medical 93 -1.580000 2659.800000 -323.780000 -10.850000 2983.577733
TOTAL 43459.110000 -243.480000 -4.29133% 43702.591732

Updated:¶

'2023-06-19 15:03:57.463990'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶